-18.0%
GIS vs URI
+200.7%
-218.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.5% |
| 7D | -7.8% | -2.0% | -5.9% | -7.8% |
| 30D | +6.6% | -12.9% | +19.5% | +6.6% |
| 3M | +21.0% | -6.7% | +27.7% | +21.0% |
| 6M | -9.1% | +19.0% | -28.1% | -9.4% |
| YTD | -13.6% | +25.5% | -39.2% | -14.0% |
| 1Y | -18.0% | +5.5% | -23.6% | -18.3% |
| 3Y | -33.7% | +111.3% | -145.0% | -34.6% |
| All | -18.0% | +200.7% | -218.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling